"Time Series questions about window size,step size and horizon"
I have been learning to solve time series questions in Rapidminer, already read @Thomas_Ott several replys before and the Financial Market Model class on the blog website, got those basic template. still confused on how to get the right value on window size，step size and horizon.
Here are the questions, really appreciate a lot for some tips on it !
1. Is it better that just setting the window size equal to length of cyle? like 7 for data in week period, 12 for data in year period.
2.How to set the training and test window width in Sliding Validatoin? still equal to the length of period?
3.How to use RMSE to evaluate performance in Rapidminer.
4.If my origin example set contains both nominal and numeric data, should I do any transformation ? which model could work better for that circumstance,SVM?ANN?Polynominal？